Your adsl router is likely a modem/router combo. The modem portion converts the adsl format data from your ISP into Ethernet data. The route then perfoms all the traffic routing and logic to provide multiple computers/devices internet from the one connection.
As stated by others: you take the phone line and connect to the dsl in line on your adsl modem/router, you then connect an Ethernet lan cable from router to PC.
If your adsl router only has 1 Ethernet port then it is not a router, it is a modem only and you will need to get a separate router. It does not have to be an adsl router, you can get a typical router with 1 Ethernet in and 4 out. In many ways this is better because separate routers perform better then the combo boxes; plus by having separate devices you only have to replace that piece if it dies, where as if you have a combo device if one part of it fails you have to replace the whole thing.